Journal
APPLIED MATHEMATICS LETTERS
Volume 24, Issue 3, Pages 264-269Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.aml.2010.10.001
Keywords
Impulsive control; Impulsive stabilization; Stochastic delay differential equation; Lyapunov exponent; Exponential stability; Lyapunov-Razumikhin method
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Funding
- NSERC Canada
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This paper investigates impulsive stabilization of stochastic delay differential equations. Both moment and almost sure exponential stability criteria are established using the Lyapunov-Razumikhin method. It is shown that an unstable stochastic delay system can be successfully stabilized by impulses. The results can be easily applied to stochastic systems with arbitrarily large delays. An example with its numerical simulation is presented to illustrate the main results. (C) 2010 Elsevier Ltd. All rights reserved.
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